Randomized sparse grid algorithms for multivariate integration on Haar wavelet spaces

DOI10.1093/IMANUM/DRAB085OpenAlexW4206236270MaRDI QIDQ5879396

M. Wnuk, Michael Gnewuch

Publication date: 1 March 2023

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.08558

zbMATH Keywords

randomized algorithmsmultivariate integrationquasi-Monte CarloSmolyak algorithm\((0, m, s)\)-netsHaar function spaces

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Numerical integration (65D30)

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Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration

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